+67.1%
VZ vs MS
+620.1%
-553.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.7% |
| 7D | +5.6% | -3.4% | +9.0% | +6.1% |
| 30D | +1.9% | -3.9% | +5.8% | +2.3% |
| 3M | +0.8% | -15.9% | +16.7% | +3.2% |
| 6M | +0.6% | -2.5% | +3.1% | +0.4% |
| YTD | +20.8% | +5.1% | +15.7% | +18.6% |
| 1Y | +23.9% | +13.0% | +11.0% | +20.1% |
| 3Y | +55.7% | +160.7% | -105.0% | +26.8% |
| 5Y | +21.5% | +114.0% | -92.5% | +1.6% |
| All | +67.1% | +620.1% | -553.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling